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Performs a linear fitting of (perhaps multidimensional) data to target
values, automatically eliminating outliers. Needs lapack.
Compile with:
gfortran -o lovofit lovofit.f90 -llapack
Run with: lovofit ./data.dat > fit.dat
where data.dat contains the data file in the form:
2 135 0.8
[Y1] [x11] .... [x1N]
[Y2] [x11] .... [x2N]
...
where '2' is the number of parameters (the dimension of the domain plus one), '135' is
the number of data points, and '0.8' is the fraction of the data to be explicitly considered
in the alignment (in this case 20% of the data will be considered as outliers).
[Y1] are the target values (data to be fitted) and [X..] are the domain
points. The output file will contain, in the header, the parameters of the fit, and
a table of the predicted data vs. the given data. The final column will be an indicator
of the usage, or not, of that point to the parameter estimation. Run with the -print 2 option to
automatically generate a xmgrace plot.
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